+2,921.2%
TSLA vs A
+311.0%
+2,610.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.7% | +1.2% |
| 7D | -4.7% | +1.4% | -6.1% | -5.3% |
| 30D | -0.8% | +4.3% | -5.1% | -3.1% |
| 3M | +14.8% | +19.8% | -5.0% | +3.1% |
| 6M | -11.3% | +54.4% | -65.7% | -33.1% |
| YTD | -15.6% | +31.7% | -47.3% | -30.3% |
| 1Y | -14.7% | +22.4% | -37.1% | -26.4% |
| 3Y | +76.9% | +67.7% | +9.2% | +18.2% |
| 5Y | +6.7% | +15.7% | -9.1% | -10.0% |
| All | +2,921.2% | +311.0% | +2,610.2% | +1,225.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded A wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling